Shrinkage Estimation for Large Portfolios under Estimation Risk
Ming Yuan (Columbia University, United States)
- Erasmus Econometric Institute Series
Ming Yuan (Columbia University, United States)
Asaf Bernstein (University of Colorado, United States)
Vladimir Sobota (University of Glasgow, United Kingdom)
Peter Grünwald (Leiden University)
Martina Pons (University of Zurich, Switzerland)
Renate Kratochvil (Stockholm School of Economics, Sweden)
Patrick Gagliardini (University of Lugano, Switzerland)
Keynote speakers: Maryam Farboodi (MIT, United States), Patrick Gagliardini (USI, Switzerland), and Andrea Vedolin (Boston University, United States)
Rasmus Lönn (Erasmus University Rotterdam)
Johanna Ziegel (ETH Zurich, Switzerland)
Kirill Ponomarev (The University of Chicago, United States) and Silvia Sarpietro (University of Bologna)
Dmitry Kuvshinov (Universitat Pompeu Fabra, Spain)
Giovanni Mellace (University of Southern Denmark)
PhD students
Director, DGS and students
Diana Bonfim (Bank of Portugal and Católica Lisbon School of Business and Economics, Portugal)
Rodrigo Hizmeri (University of Liverpool, United Kingdom)
Giovanni Mellace (University of Southern Denmark)
Director, DGS and students
Wei Jiang (Emory University, United States)